Share price$65.64
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:20.881Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.003991541Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 60.23 | 52.2% | 10.6% | |||
| 30Δ | 61.56 | 48.6% | 9.0% | |||
| 35Δ | 62.88 | 45.0% | 7.3% | |||
| 40Δ | 69.44 | 52.1% | 9.5% | 64.21 | 41.3% | 5.7% |
| 45Δ | 68.24 | 45.3% | 7.7% | 65.24 | 38.3% | 4.5% |
| 50Δ | 67.03 | 38.5% | 5.9% | 65.85 | 36.1% | 3.9% |
| 55Δ | 65.83 | 31.8% | 4.0% | 66.45 | 33.9% | 3.4% |
| 60Δ | 64.69 | 27.7% | 2.7% | 67.05 | 31.6% | 2.8% |
| 65Δ | 63.68 | 29.5% | 2.4% | 67.66 | 29.4% | 2.3% |
| 70Δ | 62.67 | 31.3% | 2.0% | 68.26 | 27.2% | 1.7% |
| 75Δ | 61.67 | 33.1% | 1.7% | 68.87 | 25.0% | 1.2% |
| 80Δ | 60.66 | 34.9% | 1.4% | 69.47 | 22.8% | 0.6% |
No recorded observations